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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+9.53%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$115B
AUM Growth
-$20.4B
Cap. Flow
-$3.48B
Cap. Flow %
-3.01%
Top 10 Hldgs %
31.99%
Holding
3,911
New
648
Increased
821
Reduced
1,605
Closed
720

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$201M
2
PDD icon
Pinduoduo
PDD
+$149M
3
BABA icon
Alibaba
BABA
+$141M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$137M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$437M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$239M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$168M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$164M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.64%
2 Technology 2.22%
3 Consumer Discretionary 1.54%
4 Communication Services 1.1%
5 Financials 0.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LRCX icon
51
PUT
Lam Research
LRCX
$396B
$342M 0.3%
5,744,000
-268,000
-4% -$14.6M
BAC icon
52
CALL
Bank of America
BAC
$438B
$340M 0.29%
8,787,300
-5,462,500
-38% -$188M
QCOM icon
53
PUT
Qualcomm
QCOM
$188B
$338M 0.29%
2,546,200
-1,226,500
-33% -$177M
PYPL icon
54
PUT
PayPal
PYPL
$44.6B
$336M 0.29%
1,385,400
-1,111,300
-45% -$281M
GLD icon
55
CALL
SPDR Gold Trust
GLD
$149B
$334M 0.29%
2,087,200
-3,535,400
-63% -$594M
ADBE icon
56
CALL
Adobe
ADBE
$101B
$332M 0.29%
698,900
+250,900
+56% +$117M
CSCO icon
57
CALL
Cisco
CSCO
$431B
$322M 0.28%
6,232,700
-3,726,100
-37% -$175M
C icon
58
CALL
Citigroup
C
$231B
$314M 0.27%
4,309,600
-3,446,800
-44% -$230M
COST icon
59
PUT
Costco
COST
$400B
$310M 0.27%
878,700
+237,600
+37% +$82.7M
AMZN icon
60
CALL
Amazon
AMZN
$2.72T
$306M 0.26%
1,976,000
-2,554,000
-56% -$405M
BA icon
61
CALL
Boeing
BA
$163B
$302M 0.26%
1,186,800
+699,100
+143% +$155M
JPM icon
62
CALL
JPMorgan Chase
JPM
$943B
$302M 0.26%
1,981,800
-2,239,300
-53% -$322M
AMD icon
63
PUT
Advanced Micro Devices
AMD
$851B
$301M 0.26%
3,832,800
-1,127,900
-23% -$97.1M
TSM icon
64
CALL
TSMC
TSM
$2.26T
$301M 0.26%
2,540,800
-112,700
-4% -$14M
SE icon
65
PUT
Sea Limited
SE
$66.6B
$299M 0.26%
1,338,400
+795,800
+147% +$185M
NVDA icon
66
CALL
NVIDIA
NVDA
$5.4T
$285M 0.25%
21,380,000
-9,056,000
-30% -$122M
MELI icon
67
PUT
Mercado Libre
MELI
$95.1B
$281M 0.24%
191,200
-276,300
-59% -$469M
AMAT icon
68
CALL
Applied Materials
AMAT
$372B
$280M 0.24%
2,099,400
+688,500
+49% +$75.9M
WFC icon
69
CALL
Wells Fargo
WFC
$271B
$277M 0.24%
7,088,300
-723,500
-9% -$25.6M
MA icon
70
PUT
Mastercard
MA
$497B
$267M 0.23%
749,500
-360,400
-32% -$126M
SE icon
71
CALL
Sea Limited
SE
$66.6B
$267M 0.23%
1,193,900
+657,600
+123% +$153M
FDX icon
72
PUT
FedEx
FDX
$73.2B
$266M 0.23%
936,400
-553,900
-37% -$143M
CVX icon
73
CALL
Chevron
CVX
$419B
$261M 0.23%
2,493,000
-516,732
-17% -$50.5M
TGT icon
74
CALL
Target
TGT
$71.6B
$258M 0.22%
1,304,200
+956,700
+275% +$179M
WFC icon
75
PUT
Wells Fargo
WFC
$271B
$257M 0.22%
6,587,800
-24,200
-0.4% -$857K
1 2
3
4 5

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Parallax Volatility Advisers's Q1 2021 Portfolio in Review

As of Q1 2021, Parallax Volatility Advisers held 3,911 positions worth $115B, down 15% from $136B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers withdrew a net $3.48B in Q1 2021, closing 720 positions and reducing 1,605 holdings. Its most notable exit was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units, an estimated $48.1M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Parallax Volatility Advisers opened a new position in Kontoor Brands worth $24.2M.

  • Parallax Volatility Advisers's largest Q1 2021 buy was Kontoor Brands: 498,660 shares worth $24.2M.
  • Parallax Volatility Advisers added most to Microsoft in Q1 2021, an estimated $201M increase.
  • Parallax Volatility Advisers's biggest Q1 2021 reduction was Tesla, cutting an estimated $535M.
  • Parallax Volatility Advisers fully exited International Flavors & Fragrances Inc. 6.00% Tangible Equity Units in Q1 2021, selling an estimated $48.1M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $115B portfolio in Q1 2021.
  • Parallax Volatility Advisers opened 648 new positions and closed 720 in Q1 2021.
  • Parallax Volatility Advisers's portfolio value fell 15% quarter-over-quarter to $115B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2021, filed 14 May 2021.